-44.5%
SITM vs IONS
-64.1%
+19.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.5% |
| 7D | +32.5% | -29.6% | +62.2% | +30.8% |
| 30D | -18.8% | -35.6% | +16.7% | -19.3% |
| 3M | -30.9% | -51.7% | +20.8% | -31.9% |
| 6M | -44.5% | -64.0% | +19.5% | -51.3% |
| All | -44.5% | -64.1% | +19.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling